Class PdeConstantCoeff

Hierarchy

PdeSecondOrderParabolic
- PdeConstantCoeff

Implements

pde

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new PdeConstantCoeff(type: PdeType, process: argument_type, t: Time, x: Real): PdeConstantCoeff

- Defined in ql/methods/finitedifferences/pdeconstantcoeff.ts:9
Parameters
- type: PdeType
- process: argument_type
- t: Time
- x: Real
Returns PdeConstantCoeff

Properties

Private _diffusion

_diffusion: Real

Private _discount

_discount: Real

Private _drift

_drift: Real

Methods

diffusion

diffusion(t: Time, x: Real): Real

Overrides PdeSecondOrderParabolic.diffusion
- Defined in ql/methods/finitedifferences/pdeconstantcoeff.ts:18
Parameters
- t: Time
- x: Real
Returns Real

discount

discount(t: Time, x: Real): Real

Overrides PdeSecondOrderParabolic.discount
- Defined in ql/methods/finitedifferences/pdeconstantcoeff.ts:24
Parameters
- t: Time
- x: Real
Returns Real

drift

drift(t: Time, x: Real): Real

Overrides PdeSecondOrderParabolic.drift
- Defined in ql/methods/finitedifferences/pdeconstantcoeff.ts:21
Parameters
- t: Time
- x: Real
Returns Real

generateOperator

generateOperator(t: Time, tg: TransformedGrid, L: TridiagonalOperator): void

Inherited from PdeSecondOrderParabolic.generateOperator
- Defined in ql/methods/finitedifferences/pdesecondorderparabolic.ts:23
Parameters
- t: Time
- tg: TransformedGrid
- L: TridiagonalOperator
Returns void